Soc. Generale Call 46 CMCSA 20.09.2024
/ DE000SW1YUE9
Soc. Generale Call 46 CMCSA 20.09.../ DE000SW1YUE9 /
| 30/07/2024 09:49:49 |
Chg.+0.004 |
Bid19:13:16 |
Ask19:13:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.019EUR |
+26.67% |
0.019
Bid Size: 700,000 |
0.029
Ask Size: 700,000 |
Comcast Corporation |
46.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SW1YUE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
07/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
125.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
-0.49 |
| Time value: |
0.03 |
| Break-even: |
42.82 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
1.49 |
| Spread abs.: |
0.01 |
| Spread %: |
50.00% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
18.77 |
| Rho: |
0.01 |
Quote data
| Open: |
0.019 |
| High: |
0.019 |
| Low: |
0.019 |
| Previous Close: |
0.015 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.76% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-51.28% |
| YTD |
|
|
-93.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.017 |
0.007 |
| 1M High / 1M Low: |
0.040 |
0.007 |
| 6M High / 6M Low: |
0.390 |
0.007 |
| High (YTD): |
01/02/2024 |
0.390 |
| Low (YTD): |
25/07/2024 |
0.007 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.011 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.093 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
480.85% |
| Volatility 6M: |
|
314.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
